*Cook's Note: You can also use dried Nora peppers, if Romesco peppers are not available. These are both typical peppers imported from Spain.
Preheat the grill to high heat.
In a cast iron or grill-safe skillet, toast the nuts until lightly colored and toasted, 3 to 5 minutes, being careful not to burn them or they get very bitter. Remove the nuts and reserve. On the grill, lightly char the tomatoes on all sides, 2 to 3 minutes each side, rotating until all the sides are lightly charred. At the same time on the grill, roast the garlic cut-side down until the cut side gets nicely colored and the garlic begins to soften.
Alternatively, if using a conventional oven, place the raw hazelnuts, tomatoes (do not core the tomatoes or their liquid will spill out while roasting) and garlic cut-side down on a baking sheet and roast in a preheated 400 F oven for about 10 minutes. Remove the toasted hazelnuts and reserve. Return the tomatoes and garlic back to the oven for 20 to 30 minutes more. The tomatoes should be deeply roasted and the garlic should be nicely colored on the cut side and begin to soften.
When they are ready, remove the tomatoes and the garlic from the grill or oven. When cool enough to handle, peel the tomatoes and set aside.
In the bowl of a food processor, add the hazelnuts and the grilled or toasted bread. Lightly pulse 2 to 3 times until the bread and nuts start to break down, but are not all ground. Add the tomatoes, reconstituted Romesco or Nora peppers and roasted garlic (squeeze the cloves out of their skin) and lightly process while gradually streaming in the oil, a little at a time, as if making a mayonnaise. Romesco should have both a fine chunky integrity to the sauce and a smooth silky texture. Finally, add the vinegar and season with salt and black pepper or crushed red pepper, if using. Add a little water if the sauce is too thick. The final sauce should be thick and concentrated but still loose.